In a large bowl, whisk together the flour, sugar, yeast, and salt.

In another bowl, combine the warmed milk, eggs, and softened butter. Pour this mixture into the dry ingredients and stir until a dough forms.

Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic. If your dough is feeling sticky, add a little more flour.

Place your dough in a greased bowl and cover it with a clean kitchen towel. Let it rise in a warm spot for about an hour, or until it doubles in size.

While the dough is rising, whip the heavy cream, sugar, and vanilla extract until soft peaks form.

In a small saucepan, gently heat the softened gelatin with 2 tablespoons of water until dissolved. Stir this into the whipped cream until combined.

Once your dough has risen, punch it down and roll it out to about 1/2 inch thick. Use a donut cutter (or two different-sized circles) to cut out donut shapes.

Set the shaped donuts on a floured baking sheet, cover, and let them rise for another 30 minutes.

Heat oil in a deep fryer or a large pot to about 350°F. Fry the donuts in batches, turning them until golden brown—about 1-2 minutes per side.

Place fried donuts on a paper towel-lined plate to cool.

Once cooled, use a pastry bag (or a zip-top bag with the corner cut off) to fill the donuts with Bavarian cream through a hole in the side.

Give your donuts a dusting of powdered sugar and assemble friends and family to enjoy!